A probability cone is an indicator that forecasts a statistical distribution from a set point in time into the future.
Features
Forecast a Standard or Laplace distribution.
Change the how many bars the cones will lookback and sample in their calculations.
Set how many bars to forecast the cones.
Let the cones follow price from a set number of bars back.
...
This indicator returns pivot point high/lows alongside the percentage change between one pivot and the previous one (Δ%) and the distance between the same type of pivots in bars (Δt). The trailing mean for each of these metrics is returned on a dashboard on the chart.
The indicator also returns an estimate of the future time position of the pivot points.
1....
experimental:
zigzag indicator with all the zigzag methods that im aware of(that matter atleast), theres something for all tastes there :P
this will be the basis for zigzag tools i make in the future.
note: some zigzags REPAINT.
description:
• Zig Zag indicator plots points on the chart whenever prices reverse
by a percentage greater than a pre-chosen variable.
• Forecasts area based on zigzag statistics.
• Displays labels with detected patterns.
• Displays slope information rate of price, time diferentials and angle(experimental)
This is an experimental study designed to forecast the range of price movement from a specified starting point using a Monte Carlo simulation.
Monte Carlo experiments are a broad class of computational algorithms that utilize random sampling to derive real world numerical results.
These types of algorithms have a number of applications in numerous fields of study...
This indicator uses a simple time series forecasting method derived from the similarity between recent prices and similar/dissimilar historical prices. We named this method "ECHO".
This method originally assumes that future prices can be estimated from a historical series of observations that are most similar to the most recent price variations. This similarity...
The following script allows for the extrapolation of a Cubic Bézier Curve fit using custom set control points and can be used as a drawing tool allowing users to estimate underlying price trends or to forecast future price trends.
Settings
Extrapolation Length: Number of extrapolated observations.
Source: Source input of the script.
Style
Width:...
Reverse Indicator calculation: Oscillators value output are calculated based on the input price (open, high, low or close). This means certain input price can generate the according to the output value of the oscillator. They are both sides of an equation, the process is reversible. Once we know one side of the equation, we can get the value of the other side. We...
The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series forecast are based on linear regression. The time series forecast indicator...
WARNING:
Experimental and incomplete.
Script is open to development and will be developed.
This is just version 1.0
STRUCTURE
This script is trained according to the open, close, high and low values of the bars.
It is tried to predict the future values of opening, closing, high and low values.
A few simple codes were used to correlate expectation...
Today we'll link time series forecasting with signal processing in order to provide an original and funny trend forecasting method, the post share lot of information, if you just want to see how to use the indicator then go to the section "Using The Indicator".
Time series forecasting is an area dealing with the prediction of future values of a series by using a...
Introduction
Forecasting is a blurry science that deal with lot of uncertainty. Most of the time forecasting is made with the assumption that past values can be used to forecast a time series, the accuracy of the forecast depend on the type of time series, the pre-processing applied to it, the forecast model and the parameters of the model.
In tradingview we...
Fit a quadratic polynomial (parabola) to the last length data points by minimizing the sum of squares between the data and the fitted results. The script can extrapolate the results in the future and can also display the R-squared of the model. Note that this script is subject to some limitations (more in the "Notes" section).
Settings
Length : Number of...
Logarithmic regression is used to model data where growth or decay accelerates rapidly at first and then slows over time. This model is for the long term series data (such as 10 years time span).
The user can consider entering the market when the price below 25% or 5% confidence and consider take profit when the price goes above 75% or 95% confidence line.
This...
Moving Regression is a generalization of moving average and polynomial regression.
The procedure approximates a specified number of prior data points with a polynomial function of a user-defined degree. Then, polynomial interpolation of the last data point is used to construct a Moving Regression time series.
Application:
Moving Regression allows one to smooth...
EXPERIMENTAL:
Using keltner channels with automatic multiplier finding, offsets and show_last cutoffs to generate a forecast area.
video showing why its named keltner worms :p..
streamable.com
This indicator consists of five moving averages. 7, 20, 50, 100 and 200.
Moving averages usually represent dynamic supports or resistances and are very useful in trading.
In addition, this indicator predicts where these moving averages will be located three candlesticks ahead and predicts their projected movement.
I hope you enjoy it and enjoy using it.
![EURUSD: Pivot High/Low Analysis & Forecast [LUX]](https://s3.tradingview.com/h/HBuT6e1v_mid.png "Pivot High/Low Analysis & Forecast [LUX]")
![SQ: [RS]ZigZag Multiple Methods - Forecast - patterns - labels](https://s3.tradingview.com/3/3W5o68jP_mid.png "[RS]ZigZag Multiple Methods - Forecast - patterns - labels")
![USDCAD: [RS]ZigZag Percent Reversal - Forecast - patterns - labels](https://s3.tradingview.com/s/seTYoI2K_mid.png "[RS]ZigZag Percent Reversal - Forecast - patterns - labels")
![BTCUSD: Monte Carlo Range Forecast [DW]](https://s3.tradingview.com/u/ujVS2XfG_mid.png "Monte Carlo Range Forecast [DW]")
![BTCUSD: The Echo Forecast [LUX]](https://s3.tradingview.com/y/Y8v4W3mX_mid.png "The Echo Forecast [LUX]")
![BTCUSD: Cubic Bézier Curve Extrapolation [LUX]](https://s3.tradingview.com/2/2GtawcFy_mid.png "Cubic Bézier Curve Extrapolation [LUX]")
![XBT: Reverse Stochastic [BApig Gift]](https://s3.tradingview.com/h/HGkKQl4C_mid.png "Reverse Stochastic [BApig Gift]")
![SPX500USD: [RS]Simple Forecast - Keltner Worms](https://s3.tradingview.com/e/EQlOGqrF_mid.png "[RS]Simple Forecast - Keltner Worms")
